Mulligan told Digital Spy that Luhrmann called her at a New York event for Karl Lagerfeld and greeted her by saying "hello Daisy".
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The Oscar-nominated British actress explained that being cast in The Great Gatsby more than a year ago allowed her plenty of time to research the life of author F Scott Fitzgerald and his wife Zelda Fitzgerald.
"It's been really good because I got the job last November so I had a year before we started shooting," she said.
"I had so much time to read about Fitzgerald and Zelda. It felt like by the time we got filming we'd all prepared as much as we could."
Mulligan can next be seen starring opposite Michael Fassbender in Shame, opening in cinemas on January 13.